+55.5%
ZTS vs LNT
+148.3%
-92.8%
-69.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LNT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.9% | +0.3% | -0.2% |
| 7D | -4.5% | -1.1% | -3.4% | -4.0% |
| 30D | -3.3% | -1.9% | -1.4% | -2.6% |
| 3M | -9.7% | -7.2% | -2.6% | -6.9% |
| 6M | -38.8% | -3.9% | -34.9% | -37.9% |
| YTD | -41.2% | +5.9% | -47.1% | -42.9% |
| 1Y | -50.3% | +8.4% | -58.7% | -52.4% |
| 3Y | -59.1% | +46.6% | -105.7% | -66.2% |
| 5Y | -62.8% | +32.4% | -95.2% | -68.1% |
| All | +55.5% | +148.3% | -92.8% | +9.7% |
Cumulative growth
Daily Returns
Daily percentage return beside LNT.
Daily Out/Under-Performance
Portfolio return minus LNT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × LNT return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 10y: compounded portfolio wealth divided by compounded LNT wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
10y analysis · Full analysis span regression · 6 months rolling